I think there's a bit of misapprehension some may have. While the Commerce Clause has been broadly interpreted to give regulatory authority over anything in or effecting interstate commerce, that does not meet states cannot regulate conduct inside the states that effect interstate commerce. There is a large area of overlapping authority between state and federal government.
The issue of overlapping authority sometimes comes up in court when there is a claim that a state cannot regulate certain conduct or certain things. The courts then go through a preemption analysis. A state is preempted from regulating conduct if the federal government expressly preempts state regulation in a certain area. There can also be implied preemption in two ways: (1) is there a conflict in federal and state laws such that one cannot obey the federal law without violating state law and (2) does the federal law so "occupy the area" as to leave no room for state regulation.
The federal government has not expressly preempted the entire field of firearm regulation. Nor has it so completely occupied the field that it leaves no room for state regulaton. There may be additional regulation by some states, such as a waiting period to purchase a firearm, but that does not result in breaking any federal law.